scipy 1.15.3__cp313-cp313-macosx_12_0_arm64.whl → 1.16.0rc2__cp313-cp313-macosx_12_0_arm64.whl

scipy/optimize/_lsq/least_squares.py

@@ -4,18 +4,24 @@ from warnings import warn
 import numpy as np
 from numpy.linalg import norm
 
-from scipy.sparse import issparse
 from scipy.sparse.linalg import LinearOperator
 from scipy.optimize import _minpack, OptimizeResult
-from scipy.optimize._numdiff import approx_derivative, group_columns
+from scipy.optimize._differentiable_functions import VectorFunction
+from scipy.optimize._numdiff import group_columns
 from scipy.optimize._minimize import Bounds
+from scipy._lib._sparse import issparse
+from scipy._lib._array_api import array_namespace
+from scipy._lib._util import _workers_wrapper
 
 from .trf import trf
 from .dogbox import dogbox
 from .common import EPS, in_bounds, make_strictly_feasible
 
+    
+from scipy.optimize._optimize import _wrap_callback
 
 TERMINATION_MESSAGES = {
+    -2: "Stopped because `callback` function raised `StopIteration` or returned `True`",
     -1: "Improper input parameters status returned from `leastsq`",
     0: "The maximum number of function evaluations is exceeded.",
     1: "`gtol` termination condition is satisfied.",
@@ -37,52 +43,53 @@ FROM_MINPACK_TO_COMMON = {
 }
 
 
-def call_minpack(fun, x0, jac, ftol, xtol, gtol, max_nfev, x_scale, diff_step):
+def call_minpack(fun, x0, jac, ftol, xtol, gtol, max_nfev, x_scale, jac_method=None):
     n = x0.size
 
-    if diff_step is None:
-        epsfcn = EPS
-    else:
-        epsfcn = diff_step**2
-
     # Compute MINPACK's `diag`, which is inverse of our `x_scale` and
     # ``x_scale='jac'`` corresponds to ``diag=None``.
-    if isinstance(x_scale, str) and x_scale == 'jac':
+
+    # 1.16.0 - default x_scale changed to 'jac', with diag=None
+    if x_scale is None or (isinstance(x_scale, str) and x_scale == 'jac'):
         diag = None
     else:
+        # x_scale specified, so use that
         diag = 1 / x_scale
 
     full_output = True
     col_deriv = False
     factor = 100.0
 
-    if jac is None:
-        if max_nfev is None:
-            # n squared to account for Jacobian evaluations.
-            max_nfev = 100 * n * (n + 1)
-        x, info, status = _minpack._lmdif(
-            fun, x0, (), full_output, ftol, xtol, gtol,
-            max_nfev, epsfcn, factor, diag)
-    else:
-        if max_nfev is None:
-            max_nfev = 100 * n
-        x, info, status = _minpack._lmder(
-            fun, jac, x0, (), full_output, col_deriv,
-            ftol, xtol, gtol, max_nfev, factor, diag)
+    if max_nfev is None:
+        max_nfev = 100 * n
 
-    f = info['fvec']
+    # lmder is typically used for systems with analytic jacobians, with lmdif being
+    # used if there is only an objective fun (lmdif uses finite differences to estimate
+    # jacobian). Otherwise they're very similar internally.
+    # We now do all the finite differencing in VectorFunction, which means we can drop
+    # lmdif and just use lmder.
 
-    if callable(jac):
-        J = jac(x)
-    else:
-        J = np.atleast_2d(approx_derivative(fun, x))
+    # for sending a copy of x0 into _lmder
+    xp = array_namespace(x0)
+
+    x, info, status = _minpack._lmder(
+        fun, jac, xp.astype(x0, x0.dtype), (), full_output, col_deriv,
+        ftol, xtol, gtol, max_nfev, factor, diag)
+
+    f = info['fvec']
+    J = jac(x)
 
     cost = 0.5 * np.dot(f, f)
     g = J.T.dot(f)
     g_norm = norm(g, ord=np.inf)
 
     nfev = info['nfev']
-    njev = info.get('njev', None)
+    if callable(jac_method):
+        # user supplied a callable ("analytic") jac
+        njev = info.get('njev', None)
+    else:
+        # If there are no analytic jacobian evaluations we need to set `njev=None`.
+        njev = None
 
     status = FROM_MINPACK_TO_COMMON[status]
     active_mask = np.zeros_like(x0, dtype=int)
@@ -127,7 +134,14 @@ def check_tolerance(ftol, xtol, gtol, method):
     return ftol, xtol, gtol
 
 
-def check_x_scale(x_scale, x0):
+def check_x_scale(x_scale, x0, method):
+    # normalise the default scaling
+    if x_scale is None:
+        if method == 'lm':
+            return 'jac'
+        else:   # dogbox, trf
+            x_scale = 1.0
+
     if isinstance(x_scale, str) and x_scale == 'jac':
         return x_scale
 
@@ -238,11 +252,25 @@ def construct_loss_function(m, loss, f_scale):
     return loss_function
 
 
+class _WrapArgsKwargs:
+    # Supplies a user function with args and kwargs.
+    def __init__(self, f, args=(), kwargs=None):
+        self.f = f
+        self.args = args
+        self.kwargs = kwargs or {}
+
+    def __call__(self, x):
+        return self.f(x, *self.args, **self.kwargs)
+
+
+@_workers_wrapper
 def least_squares(
         fun, x0, jac='2-point', bounds=(-np.inf, np.inf), method='trf',
-        ftol=1e-8, xtol=1e-8, gtol=1e-8, x_scale=1.0, loss='linear',
+        ftol=1e-8, xtol=1e-8, gtol=1e-8, x_scale=None, loss='linear',
         f_scale=1.0, diff_step=None, tr_solver=None, tr_options=None,
-        jac_sparsity=None, max_nfev=None, verbose=0, args=(), kwargs=None):
+        jac_sparsity=None, max_nfev=None, verbose=0, args=(), kwargs=None,
+        callback=None, workers=None
+):
     """Solve a nonlinear least-squares problem with bounds on the variables.
 
     Given the residuals f(x) (an m-D real function of n real
@@ -279,12 +307,16 @@ def least_squares(
         twice as many operations as '2-point' (default). The scheme 'cs'
         uses complex steps, and while potentially the most accurate, it is
         applicable only when `fun` correctly handles complex inputs and
-        can be analytically continued to the complex plane. Method 'lm'
-        always uses the '2-point' scheme. If callable, it is used as
+        can be analytically continued to the complex plane. If callable, it is used as
         ``jac(x, *args, **kwargs)`` and should return a good approximation
         (or the exact value) for the Jacobian as an array_like (np.atleast_2d
-        is applied), a sparse matrix (csr_matrix preferred for performance) or
+        is applied), a sparse array (csr_array preferred for performance) or
         a `scipy.sparse.linalg.LinearOperator`.
+
+        .. versionchanged:: 1.16.0
+            An ability to use the '3-point', 'cs' keywords with the 'lm' method.
+            Previously 'lm' was limited to '2-point' and callable.
+
     bounds : 2-tuple of array_like or `Bounds`, optional
         There are two ways to specify bounds:
 
@@ -346,7 +378,7 @@ def least_squares(
         If None and 'method' is not 'lm', the termination by this condition is
         disabled. If 'method' is 'lm', this tolerance must be higher than
         machine epsilon.
-    x_scale : array_like or 'jac', optional
+    x_scale : {None, array_like, 'jac'}, optional
         Characteristic scale of each variable. Setting `x_scale` is equivalent
         to reformulating the problem in scaled variables ``xs = x / x_scale``.
         An alternative view is that the size of a trust region along jth
@@ -355,7 +387,20 @@ def least_squares(
         along any of the scaled variables has a similar effect on the cost
         function. If set to 'jac', the scale is iteratively updated using the
         inverse norms of the columns of the Jacobian matrix (as described in
-        [JJMore]_).
+        [JJMore]_). The default scaling for each method (i.e.
+        if ``x_scale is None``) is as follows:
+
+        * For 'trf'    : ``x_scale == 1``
+        * For 'dogbox' : ``x_scale == 1``
+        * For 'jac'    : ``x_scale == 'jac'``
+
+        .. versionchanged:: 1.16.0
+            The default keyword value is changed from 1 to None to indicate that
+            a default approach to scaling is used.
+            For the 'lm' method the default scaling is changed from 1 to 'jac'.
+            This has been found to give better performance, and is the same
+            scaling as performed by ``leastsq``.
+
     loss : str or callable, optional
         Determines the loss function. The following keyword values are allowed:
 
@@ -383,13 +428,16 @@ def least_squares(
         no effect with ``loss='linear'``, but for other `loss` values it is
         of crucial importance.
     max_nfev : None or int, optional
-        Maximum number of function evaluations before the termination.
-        If None (default), the value is chosen automatically:
+        For all methods this parameter controls the maximum number of function
+        evaluations used by each method, separate to those used in numerical
+        approximation of the jacobian.
+        If None (default), the value is chosen automatically as 100 * n.
 
-        * For 'trf' and 'dogbox' : 100 * n.
-        * For 'lm' :  100 * n if `jac` is callable and 100 * n * (n + 1)
-          otherwise (because 'lm' counts function calls in Jacobian
-          estimation).
+        .. versionchanged:: 1.16.0
+            The default for the 'lm' method is changed to 100 * n, for both a callable
+            and a numerically estimated jacobian. Previously the default when using an
+            estimated jacobian was 100 * n * (n + 1), because the method included
+            evaluations used in the estimation.
 
     diff_step : None or array_like, optional
         Determines the relative step size for the finite difference
@@ -423,7 +471,7 @@ def least_squares(
           normal equation, which improves convergence if the Jacobian is
           rank-deficient [Byrd]_ (eq. 3.4).
 
-    jac_sparsity : {None, array_like, sparse matrix}, optional
+    jac_sparsity : {None, array_like, sparse array}, optional
         Defines the sparsity structure of the Jacobian matrix for finite
         difference estimation, its shape must be (m, n). If the Jacobian has
         only few non-zero elements in *each* row, providing the sparsity
@@ -444,6 +492,32 @@ def least_squares(
         Additional arguments passed to `fun` and `jac`. Both empty by default.
         The calling signature is ``fun(x, *args, **kwargs)`` and the same for
         `jac`.
+    callback : None or callable, optional
+        Callback function that is called by the algorithm on each iteration.
+        This can be used to print or plot the optimization results at each
+        step, and to stop the optimization algorithm based on some user-defined
+        condition.  Only implemented for the `trf` and `dogbox` methods.
+
+        The signature is ``callback(intermediate_result: OptimizeResult)``
+
+        `intermediate_result is a `scipy.optimize.OptimizeResult`
+        which contains the intermediate results of the optimization at the
+        current iteration.
+
+        The callback also supports a signature like: ``callback(x)``
+
+        Introspection is used to determine which of the signatures is invoked.
+
+        If the `callback` function raises `StopIteration` the optimization algorithm
+        will stop and return with status code -2.
+
+        .. versionadded:: 1.16.0
+    workers : map-like callable, optional
+        A map-like callable, such as `multiprocessing.Pool.map` for evaluating
+        any numerical differentiation in parallel.
+        This evaluation is carried out as ``workers(fun, iterable)``.
+
+        .. versionadded:: 1.16.0
 
     Returns
     -------
@@ -456,7 +530,7 @@ def least_squares(
             Value of the cost function at the solution.
         fun : ndarray, shape (m,)
             Vector of residuals at the solution.
-        jac : ndarray, sparse matrix or LinearOperator, shape (m, n)
+        jac : ndarray, sparse array or LinearOperator, shape (m, n)
             Modified Jacobian matrix at the solution, in the sense that J^T J
             is a Gauss-Newton approximation of the Hessian of the cost function.
             The type is the same as the one used by the algorithm.
@@ -478,15 +552,21 @@ def least_squares(
             sequence of strictly feasible iterates and `active_mask` is
             determined within a tolerance threshold.
         nfev : int
-            Number of function evaluations done. Methods 'trf' and 'dogbox' do
-            not count function calls for numerical Jacobian approximation, as
-            opposed to 'lm' method.
+            Number of function evaluations done. This number does not include
+            the function calls used for numerical Jacobian approximation.
+
+            .. versionchanged:: 1.16.0
+                For the 'lm' method the number of function calls used in numerical
+                Jacobian approximation is no longer included. This is to bring all
+                methods into line.
+
         njev : int or None
             Number of Jacobian evaluations done. If numerical Jacobian
             approximation is used in 'lm' method, it is set to None.
         status : int
             The reason for algorithm termination:
 
+            * -2 : terminated because callback raised StopIteration.
             * -1 : improper input parameters status returned from MINPACK.
             *  0 : the maximum number of function evaluations is exceeded.
             *  1 : `gtol` termination condition is satisfied.
@@ -507,8 +587,8 @@ def least_squares(
 
     Notes
     -----
-    Method 'lm' (Levenberg-Marquardt) calls a wrapper over least-squares
-    algorithms implemented in MINPACK (lmder, lmdif). It runs the
+    Method 'lm' (Levenberg-Marquardt) calls a wrapper over a least-squares
+    algorithm implemented in MINPACK (lmder). It runs the
     Levenberg-Marquardt algorithm formulated as a trust-region type algorithm.
     The implementation is based on paper [JJMore]_, it is very robust and
     efficient with a lot of smart tricks. It should be your first choice
@@ -647,9 +727,9 @@ def least_squares(
     estimate it by finite differences and provide the sparsity structure of
     Jacobian to significantly speed up this process.
 
-    >>> from scipy.sparse import lil_matrix
+    >>> from scipy.sparse import lil_array
     >>> def sparsity_broyden(n):
-    ...     sparsity = lil_matrix((n, n), dtype=int)
+    ...     sparsity = lil_array((n, n), dtype=int)
     ...     i = np.arange(n)
     ...     sparsity[i, i] = 1
     ...     i = np.arange(1, n)
@@ -820,22 +900,43 @@ def least_squares(
     if not in_bounds(x0, lb, ub):
         raise ValueError("Initial guess is outside of provided bounds")
 
-    x_scale = check_x_scale(x_scale, x0)
+    x_scale = check_x_scale(x_scale, x0, method)
 
     ftol, xtol, gtol = check_tolerance(ftol, xtol, gtol, method)
 
     if method == 'trf':
         x0 = make_strictly_feasible(x0, lb, ub)
 
-    if kwargs is None:
-        kwargs = {}
     if tr_options is None:
         tr_options = {}
 
-    def fun_wrapped(x):
-        return np.atleast_1d(fun(x, *args, **kwargs))
-
-    f0 = fun_wrapped(x0)
+    ###########################################################################
+    # assemble VectorFunction
+    ###########################################################################
+    # first wrap the args/kwargs
+    fun_wrapped = _WrapArgsKwargs(fun, args=args, kwargs=kwargs)
+    jac_wrapped = jac
+    if callable(jac):
+        jac_wrapped = _WrapArgsKwargs(jac, args=args, kwargs=kwargs)
+
+    def _dummy_hess(x, *args):
+        # we don't care about Hessian evaluations
+        return x
+
+    vector_fun = VectorFunction(
+        fun_wrapped,
+        x0,
+        jac_wrapped,
+        _dummy_hess,
+        finite_diff_rel_step=diff_step,
+        finite_diff_jac_sparsity=jac_sparsity,
+        finite_diff_bounds=bounds,
+        workers=workers
+    )
+    ###########################################################################
+
+    f0 = vector_fun.fun(x0)
+    J0 = vector_fun.jac(x0)
 
     if f0.ndim != 1:
         raise ValueError("`fun` must return at most 1-d array_like. "
@@ -863,90 +964,61 @@ def least_squares(
     else:
         initial_cost = 0.5 * np.dot(f0, f0)
 
-    if callable(jac):
-        J0 = jac(x0, *args, **kwargs)
-
-        if issparse(J0):
-            J0 = J0.tocsr()
-
-            def jac_wrapped(x, _=None):
-                return jac(x, *args, **kwargs).tocsr()
-
-        elif isinstance(J0, LinearOperator):
-            def jac_wrapped(x, _=None):
-                return jac(x, *args, **kwargs)
-
-        else:
-            J0 = np.atleast_2d(J0)
-
-            def jac_wrapped(x, _=None):
-                return np.atleast_2d(jac(x, *args, **kwargs))
-
-    else:  # Estimate Jacobian by finite differences.
+    if not callable(jac):
+        # Estimate Jacobian by finite differences.
         if method == 'lm':
             if jac_sparsity is not None:
                 raise ValueError("method='lm' does not support "
                                  "`jac_sparsity`.")
-
-            if jac != '2-point':
-                warn(f"jac='{jac}' works equivalently to '2-point' for method='lm'.",
-                     stacklevel=2)
-
-            J0 = jac_wrapped = None
         else:
+            # this will raise a ValueError if the jac_sparsity isn't correct
+            _ = check_jac_sparsity(jac_sparsity, m, n)
+
             if jac_sparsity is not None and tr_solver == 'exact':
                 raise ValueError("tr_solver='exact' is incompatible "
                                  "with `jac_sparsity`.")
 
-            jac_sparsity = check_jac_sparsity(jac_sparsity, m, n)
+    if J0.shape != (m, n):
+        raise ValueError(
+            f"The return value of `jac` has wrong shape: expected {(m, n)}, "
+            f"actual {J0.shape}."
+        )
 
-            def jac_wrapped(x, f):
-                J = approx_derivative(fun, x, rel_step=diff_step, method=jac,
-                                      f0=f, bounds=bounds, args=args,
-                                      kwargs=kwargs, sparsity=jac_sparsity)
-                if J.ndim != 2:  # J is guaranteed not sparse.
-                    J = np.atleast_2d(J)
+    if not isinstance(J0, np.ndarray):
+        if method == 'lm':
+            raise ValueError("method='lm' works only with dense "
+                             "Jacobian matrices.")
 
-                return J
+        if tr_solver == 'exact':
+            raise ValueError(
+                "tr_solver='exact' works only with dense "
+                "Jacobian matrices.")
 
-            J0 = jac_wrapped(x0, f0)
+    jac_scale = isinstance(x_scale, str) and x_scale == 'jac'
+    if isinstance(J0, LinearOperator) and jac_scale:
+        raise ValueError("x_scale='jac' can't be used when `jac` "
+                         "returns LinearOperator.")
 
-    if J0 is not None:
-        if J0.shape != (m, n):
-            raise ValueError(
-                f"The return value of `jac` has wrong shape: expected {(m, n)}, "
-                f"actual {J0.shape}."
-            )
-
-        if not isinstance(J0, np.ndarray):
-            if method == 'lm':
-                raise ValueError("method='lm' works only with dense "
-                                 "Jacobian matrices.")
-
-            if tr_solver == 'exact':
-                raise ValueError(
-                    "tr_solver='exact' works only with dense "
-                    "Jacobian matrices.")
-
-        jac_scale = isinstance(x_scale, str) and x_scale == 'jac'
-        if isinstance(J0, LinearOperator) and jac_scale:
-            raise ValueError("x_scale='jac' can't be used when `jac` "
-                             "returns LinearOperator.")
-
-        if tr_solver is None:
-            if isinstance(J0, np.ndarray):
-                tr_solver = 'exact'
-            else:
-                tr_solver = 'lsmr'
+    if tr_solver is None:
+        if isinstance(J0, np.ndarray):
+            tr_solver = 'exact'
+        else:
+            tr_solver = 'lsmr'
+
+    # Wrap callback function.  If callback is None, callback_wrapped also is None
+    callback_wrapped = _wrap_callback(callback)
 
     if method == 'lm':
-        result = call_minpack(fun_wrapped, x0, jac_wrapped, ftol, xtol, gtol,
-                              max_nfev, x_scale, diff_step)
+        if callback is not None:
+            warn("Callback function specified, but not supported with `lm` method.",
+                 stacklevel=2)
+        result = call_minpack(vector_fun.fun, x0, vector_fun.jac, ftol, xtol, gtol,
+                              max_nfev, x_scale, jac_method=jac)
 
     elif method == 'trf':
-        result = trf(fun_wrapped, jac_wrapped, x0, f0, J0, lb, ub, ftol, xtol,
+        result = trf(vector_fun.fun, vector_fun.jac, x0, f0, J0, lb, ub, ftol, xtol,
                      gtol, max_nfev, x_scale, loss_function, tr_solver,
-                     tr_options.copy(), verbose)
+                     tr_options.copy(), verbose, callback=callback_wrapped)
 
     elif method == 'dogbox':
         if tr_solver == 'lsmr' and 'regularize' in tr_options:
@@ -956,9 +1028,9 @@ def least_squares(
             tr_options = tr_options.copy()
             del tr_options['regularize']
 
-        result = dogbox(fun_wrapped, jac_wrapped, x0, f0, J0, lb, ub, ftol,
+        result = dogbox(vector_fun.fun, vector_fun.jac, x0, f0, J0, lb, ub, ftol,
                         xtol, gtol, max_nfev, x_scale, loss_function,
-                        tr_solver, tr_options, verbose)
+                        tr_solver, tr_options, verbose, callback=callback_wrapped)
 
     result.message = TERMINATION_MESSAGES[result.status]
     result.success = result.status > 0

scipy/optimize/_lsq/lsq_linear.py

@@ -1,7 +1,7 @@
 """Linear least squares with bound constraints on independent variables."""
 import numpy as np
 from numpy.linalg import norm
-from scipy.sparse import issparse, csr_matrix
+from scipy.sparse import issparse, csr_array
 from scipy.sparse.linalg import LinearOperator, lsmr
 from scipy.optimize import OptimizeResult
 from scipy.optimize._minimize import Bounds
@@ -50,7 +50,7 @@ def lsq_linear(A, b, bounds=(-np.inf, np.inf), method='trf', tol=1e-10,
 
     Parameters
     ----------
-    A : array_like, sparse matrix of LinearOperator, shape (m, n)
+    A : array_like, sparse array or LinearOperator, shape (m, n)
         Design matrix. Can be `scipy.sparse.linalg.LinearOperator`.
     b : array_like, shape (m,)
         Target vector.
@@ -222,18 +222,18 @@ def lsq_linear(A, b, bounds=(-np.inf, np.inf), method='trf', tol=1e-10,
 
     Examples
     --------
-    In this example, a problem with a large sparse matrix and bounds on the
+    In this example, a problem with a large sparse arrays and bounds on the
     variables is solved.
 
     >>> import numpy as np
-    >>> from scipy.sparse import rand
+    >>> from scipy.sparse import random_array
     >>> from scipy.optimize import lsq_linear
     >>> rng = np.random.default_rng()
     ...
     >>> m = 2000
     >>> n = 1000
     ...
-    >>> A = rand(m, n, density=1e-4, random_state=rng)
+    >>> A = random_array((m, n), density=1e-4, random_state=rng)
     >>> b = rng.standard_normal(m)
     ...
     >>> lb = rng.standard_normal(n)
@@ -254,7 +254,7 @@ def lsq_linear(A, b, bounds=(-np.inf, np.inf), method='trf', tol=1e-10,
         raise ValueError("`verbose` must be in [0, 1, 2].")
 
     if issparse(A):
-        A = csr_matrix(A)
+        A = csr_array(A)
     elif not isinstance(A, LinearOperator):
         A = np.atleast_2d(np.asarray(A))
 

scipy/optimize/_lsq/trf.py

@@ -107,10 +107,11 @@ from .common import (
     CL_scaling_vector, compute_grad, compute_jac_scale, check_termination,
     update_tr_radius, scale_for_robust_loss_function, print_header_nonlinear,
     print_iteration_nonlinear)
+from scipy._lib._util import _call_callback_maybe_halt
 
 
 def trf(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev, x_scale,
-        loss_function, tr_solver, tr_options, verbose):
+        loss_function, tr_solver, tr_options, verbose, callback=None):
     # For efficiency, it makes sense to run the simplified version of the
     # algorithm when no bounds are imposed. We decided to write the two
     # separate functions. It violates the DRY principle, but the individual
@@ -118,11 +119,11 @@ def trf(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev, x_scale,
     if np.all(lb == -np.inf) and np.all(ub == np.inf):
         return trf_no_bounds(
             fun, jac, x0, f0, J0, ftol, xtol, gtol, max_nfev, x_scale,
-            loss_function, tr_solver, tr_options, verbose)
+            loss_function, tr_solver, tr_options, verbose, callback=callback)
     else:
         return trf_bounds(
             fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev, x_scale,
-            loss_function, tr_solver, tr_options, verbose)
+            loss_function, tr_solver, tr_options, verbose, callback=callback)
 
 
 def select_step(x, J_h, diag_h, g_h, p, p_h, d, Delta, lb, ub, theta):
@@ -203,7 +204,8 @@ def select_step(x, J_h, diag_h, g_h, p, p_h, d, Delta, lb, ub, theta):
 
 
 def trf_bounds(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev,
-               x_scale, loss_function, tr_solver, tr_options, verbose):
+               x_scale, loss_function, tr_solver, tr_options, verbose, 
+               callback=None):
     x = x0.copy()
 
     f = f0
@@ -371,7 +373,7 @@ def trf_bounds(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev,
 
             cost = cost_new
 
-            J = jac(x, f)
+            J = jac(x)
             njev += 1
 
             if loss_function is not None:
@@ -385,8 +387,20 @@ def trf_bounds(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev,
         else:
             step_norm = 0
             actual_reduction = 0
-
+            
         iteration += 1
+            
+        # Call callback function and possibly stop optimization
+        if callback is not None:
+            intermediate_result = OptimizeResult(
+                x=x, fun=f_true, nit=iteration, nfev=nfev)
+            intermediate_result["cost"] = cost
+
+            if _call_callback_maybe_halt(
+                callback, intermediate_result
+            ):
+                termination_status = -2
+                break
 
     if termination_status is None:
         termination_status = 0
@@ -399,7 +413,8 @@ def trf_bounds(fun, jac, x0, f0, J0, lb, ub, ftol, xtol, gtol, max_nfev,
 
 
 def trf_no_bounds(fun, jac, x0, f0, J0, ftol, xtol, gtol, max_nfev,
-                  x_scale, loss_function, tr_solver, tr_options, verbose):
+                  x_scale, loss_function, tr_solver, tr_options, verbose, 
+                  callback=None):
     x = x0.copy()
 
     f = f0
@@ -533,7 +548,7 @@ def trf_no_bounds(fun, jac, x0, f0, J0, ftol, xtol, gtol, max_nfev,
 
             cost = cost_new
 
-            J = jac(x, f)
+            J = jac(x)
             njev += 1
 
             if loss_function is not None:
@@ -549,6 +564,18 @@ def trf_no_bounds(fun, jac, x0, f0, J0, ftol, xtol, gtol, max_nfev,
             actual_reduction = 0
 
         iteration += 1
+        
+        # Call callback function and possibly stop optimization
+        if callback is not None:
+            intermediate_result = OptimizeResult(
+                x=x, fun=f_true, nit=iteration, nfev=nfev)
+            intermediate_result["cost"] = cost
+
+            if _call_callback_maybe_halt(
+                callback, intermediate_result
+            ):
+                termination_status = -2
+                break
 
     if termination_status is None:
         termination_status = 0

scipy/optimize/_milp.py

@@ -1,7 +1,9 @@
 import warnings
+
 import numpy as np
+from numpy.exceptions import VisibleDeprecationWarning
+
 from scipy.sparse import csc_array, vstack, issparse
-from scipy._lib._util import VisibleDeprecationWarning
 from ._highspy._highs_wrapper import _highs_wrapper  # type: ignore[import-not-found,import-untyped]
 from ._constraints import LinearConstraint, Bounds
 from ._optimize import OptimizeResult